CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 01-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2011 |
01-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.4424 |
1.4358 |
-0.0066 |
-0.5% |
1.4348 |
| High |
1.4439 |
1.4358 |
-0.0081 |
-0.6% |
1.4482 |
| Low |
1.4341 |
1.4211 |
-0.0130 |
-0.9% |
1.4312 |
| Close |
1.4362 |
1.4257 |
-0.0105 |
-0.7% |
1.4465 |
| Range |
0.0098 |
0.0147 |
0.0049 |
50.0% |
0.0170 |
| ATR |
0.0150 |
0.0150 |
0.0000 |
0.0% |
0.0000 |
| Volume |
2,519 |
4,882 |
2,363 |
93.8% |
3,228 |
|
| Daily Pivots for day following 01-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4716 |
1.4634 |
1.4338 |
|
| R3 |
1.4569 |
1.4487 |
1.4297 |
|
| R2 |
1.4422 |
1.4422 |
1.4284 |
|
| R1 |
1.4340 |
1.4340 |
1.4270 |
1.4308 |
| PP |
1.4275 |
1.4275 |
1.4275 |
1.4259 |
| S1 |
1.4193 |
1.4193 |
1.4244 |
1.4161 |
| S2 |
1.4128 |
1.4128 |
1.4230 |
|
| S3 |
1.3981 |
1.4046 |
1.4217 |
|
| S4 |
1.3834 |
1.3899 |
1.4176 |
|
|
| Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4930 |
1.4867 |
1.4559 |
|
| R3 |
1.4760 |
1.4697 |
1.4512 |
|
| R2 |
1.4590 |
1.4590 |
1.4496 |
|
| R1 |
1.4527 |
1.4527 |
1.4481 |
1.4559 |
| PP |
1.4420 |
1.4420 |
1.4420 |
1.4435 |
| S1 |
1.4357 |
1.4357 |
1.4449 |
1.4389 |
| S2 |
1.4250 |
1.4250 |
1.4434 |
|
| S3 |
1.4080 |
1.4187 |
1.4418 |
|
| S4 |
1.3910 |
1.4017 |
1.4372 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4558 |
1.4211 |
0.0347 |
2.4% |
0.0134 |
0.9% |
13% |
False |
True |
2,491 |
| 10 |
1.4558 |
1.4211 |
0.0347 |
2.4% |
0.0129 |
0.9% |
13% |
False |
True |
1,613 |
| 20 |
1.4558 |
1.4021 |
0.0537 |
3.8% |
0.0159 |
1.1% |
44% |
False |
False |
1,169 |
| 40 |
1.4558 |
1.3794 |
0.0764 |
5.4% |
0.0159 |
1.1% |
61% |
False |
False |
760 |
| 60 |
1.4558 |
1.3794 |
0.0764 |
5.4% |
0.0152 |
1.1% |
61% |
False |
False |
565 |
| 80 |
1.4610 |
1.3794 |
0.0816 |
5.7% |
0.0122 |
0.9% |
57% |
False |
False |
426 |
| 100 |
1.4735 |
1.3794 |
0.0941 |
6.6% |
0.0109 |
0.8% |
49% |
False |
False |
342 |
| 120 |
1.4735 |
1.3788 |
0.0947 |
6.6% |
0.0092 |
0.6% |
50% |
False |
False |
286 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4983 |
|
2.618 |
1.4743 |
|
1.618 |
1.4596 |
|
1.000 |
1.4505 |
|
0.618 |
1.4449 |
|
HIGH |
1.4358 |
|
0.618 |
1.4302 |
|
0.500 |
1.4285 |
|
0.382 |
1.4267 |
|
LOW |
1.4211 |
|
0.618 |
1.4120 |
|
1.000 |
1.4064 |
|
1.618 |
1.3973 |
|
2.618 |
1.3826 |
|
4.250 |
1.3586 |
|
|
| Fisher Pivots for day following 01-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.4285 |
1.4361 |
| PP |
1.4275 |
1.4326 |
| S1 |
1.4266 |
1.4292 |
|